+6.3%
FE vs BAH
+6.2%
+0.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +1.7% | +5.8% | -4.1% | +1.5% |
| 30D | +8.1% | +28.7% | -20.6% | +7.4% |
| 3M | -1.3% | +20.9% | -22.2% | -1.9% |
| 6M | +2.9% | +15.2% | -12.3% | +1.6% |
| YTD | +8.6% | +7.1% | +1.5% | +6.5% |
| 1Y | +6.3% | +6.4% | 0.0% | +4.6% |
| All | +6.3% | +6.2% | +0.2% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling